+77.9%
V vs TEL
+82.2%
-4.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -2.3% | -0.4% | -2.0% | -2.3% |
| 30D | +9.5% | +1.0% | +8.5% | +9.3% |
| 3M | +17.5% | +0.7% | +16.8% | +17.2% |
| 6M | +32.2% | +7.3% | +24.9% | +30.0% |
| YTD | +22.3% | -2.5% | +24.8% | +21.5% |
| 1Y | +26.8% | -10.3% | +37.1% | +28.5% |
| All | +77.9% | +82.2% | -4.3% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling